+81.5%
JNJ vs MSTU
-92.2%
+173.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +0.7% |
| 7D | +3.5% | -25.8% | +29.3% | +3.0% |
| 30D | +12.5% | -43.9% | +56.4% | +11.7% |
| 3M | +9.6% | +2.9% | +6.7% | +10.3% |
| 6M | +25.3% | -75.5% | +100.8% | +24.0% |
| YTD | +40.3% | -76.7% | +117.0% | +39.6% |
| 1Y | +49.6% | -88.9% | +138.6% | +47.3% |
| All | +81.5% | -92.2% | +173.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling